Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-05 0.511914 0.571624 0.638219 0.718528 0.813457 0.922985 1.060226
2025-01-12 0.436132 0.509672 0.597169 0.710495 0.855731 1.038978 1.293321
2025-01-19 0.374330 0.451591 0.547835 0.679208 0.858272 1.100833 1.467525
2025-01-26 0.342402 0.424895 0.531986 0.685420 0.907184 1.229395 1.761400
2025-02-02 0.317780 0.403953 0.519882 0.693251 0.957564 1.367805 2.106654
2025-02-09 0.293225 0.380038 0.500263 0.686569 0.983801 1.472663 2.426088
2025-02-16 0.275608 0.363700 0.489058 0.690031 1.025199 1.609518 2.848266
2025-02-23 0.253692 0.339157 0.463200 0.667108 1.018699 1.659821 3.112968
2025-03-02 0.233048 0.314798 0.435338 0.637552 0.995915 1.674508 3.304325
2025-03-09 0.223017 0.305313 0.429184 0.642628 1.035057 1.817594 3.858193
2025-03-16 0.218206 0.303200 0.434112 0.666639 1.112713 2.058604 4.791160
2025-03-23 0.210914 0.296654 0.431243 0.676443 1.164174 2.255649 5.720628
2025-03-30 0.202924 0.288798 0.426110 0.682618 1.211751 2.463612 6.865693
2025-04-06 0.193665 0.278283 0.415658 0.677677 1.235053 2.618837 7.959234
2025-04-13 0.181318 0.262043 0.394295 0.649740 1.203458 2.620152 8.427660
2025-04-20 0.175702 0.256473 0.390915 0.656401 1.251511 2.859728 10.252867
2025-04-27 0.170704 0.251591 0.388319 0.664260 1.303877 3.132237 12.655189
2025-05-04 0.164035 0.243508 0.379408 0.658234 1.321391 3.302750 14.754198
2025-05-11 0.159202 0.238265 0.375251 0.661661 1.363533 3.573826 18.138810
2025-05-18 0.151320 0.227391 0.360063 0.640108 1.336932 3.592216 19.559188
2025-05-25 0.143107 0.215606 0.342577 0.612223 1.289782 3.522055 20.103382
2025-06-01 0.139670 0.211975 0.340122 0.617051 1.332909 3.817938 25.223209
2025-06-08 0.138647 0.212493 0.345485 0.639763 1.430816 4.389088 36.501427